Mercury's magnetic field is about 100 times weaker than that of the Earth - a curiosity that scientists have been trying to make sense of for years.
Recent observations of Mercury's rotation suggest that the planet has a partially molten core, and scientists at the University of Illinois and Case Western Reserve University developed laboratory experiments to model what might be happening beneath the surface.
They studied the behavior of an iron-sulfur mix at high pressures and temperatures, and found that as the outer core of the stuff cools, iron atoms condense into snowflake-like pieces that fall in towards the center. The process leads to convection currents, and could explain the planet's weak magnetic field.
The work is published in Geophysical Research Letters.
Via NSF

from Winnipeg, Manitoba
So If we Drilled through mercurys crust we would just... Fall? Rite Through metal snow flakes untill we get burned alive? Wow nature is so cool.
I don't think it's saying that there is empty space between the core and the crust, I think it's saying that the condensed iron falls through the magma/molten material towards the central core.
from Winnipeg, Manitoba
even better
this is true because, if there were no central matter, there would be nothing to draw the iron toward the center. Also, it says that convection currents form, meaning it is not just empty space.
plus it makes no sense for there to be a sphere of empty space between the core and crust as the core would be floating in nothingness with a solid body floating around this empty space and the gravitational pull of the core would draw the crust toward it.